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On a generalization of the martingale maximal theorem. (English) Zbl 0441.60048

Approximation theory, Warszawa 1975, Banach Cent. Publ. 4, 207-212 (1979).

MSC:

60G46 Martingales and classical analysis
60G40 Stopping times; optimal stopping problems; gambling theory
42A20 Convergence and absolute convergence of Fourier and trigonometric series
42C10 Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.)
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